A. Agarwal, D. Hsu, S. Kale, J. Langford, L. Li et al., Taming the monster: A fast and simple algorithm for contextual bandits, International Conference on Machine Learning (ICML), 2014.

N. Noga-alon, C. Cesa-bianchi, S. Gentile, Y. Mannor, O. Mansour et al., Nonstochastic multi-armed bandits with graph-structured feedback. CoRR, abs/1409, 2014.

N. Noga-alon, O. Cesa-bianchi, T. Dekel, and . Koren, Online learning with feedback graphs: Beyond bandits, COLT, pp.23-35, 2015.

J. Audibert and S. Bubeck, Regret bounds and minimax policies under partial monitoring, Journal of Machine Learning Research, vol.11, pp.2785-2836, 2010.
URL : https://hal.archives-ouvertes.fr/hal-00654356

P. Auer, N. Cesa-bianchi, Y. Freund, E. Robert, and . Schapire, The Nonstochastic Multiarmed Bandit Problem, SIAM Journal on Computing, vol.32, issue.1, pp.48-77, 2002.
DOI : 10.1137/S0097539701398375

URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.130.158

S. Bubeck and N. Cesa-bianchi, Regret analysis of stochastic and nonstochastic multiarmed bandit problems, Machine Learning, pp.1-122, 2012.
DOI : 10.1561/2200000024

URL : http://arxiv.org/abs/1204.5721

S. Bubeck, R. Munos, G. Stoltz, and C. Szepesvári, X-armed bandits, Journal of Machine Learning Research, vol.12, pp.1655-1695, 2011.
URL : https://hal.archives-ouvertes.fr/hal-00450235

S. Bubeck, G. Stoltz, and J. Yu, Lipschitz Bandits without the Lipschitz Constant, International Conference on Algorithmic Learning Theory, pp.144-158, 2011.
DOI : 10.1007/978-3-642-24412-4_14

URL : https://hal.archives-ouvertes.fr/hal-00595692

S. Bubeck, R. Eldan, and Y. Lee, Kernel-based methods for bandit convex optimization . arXiv preprint, 2016.
DOI : 10.1145/3055399.3055403

URL : http://arxiv.org/abs/1607.03084

N. Cesa-bianchi and G. Lugosi, On prediction of individual sequences. The Annals of Statistics, pp.1865-1895, 1999.

N. Cesa-bianchi and G. Lugosi, Prediction, learning, and games, 2006.
DOI : 10.1017/CBO9780511546921

N. Cesa-bianchi, Y. Mansour, and G. Stoltz, Improved second-order bounds for prediction with expert advice, Machine Learning, pp.321-352, 2007.
DOI : 10.1007/11503415_15

URL : https://hal.archives-ouvertes.fr/hal-00007539

N. Cesa-bianchi, C. Gentile, and Y. Mansour, Regret Minimization for Reserve Prices in Second-Price Auctions, IEEE Transactions on Information Theory, vol.61, issue.1, pp.549-564, 2015.
DOI : 10.1109/TIT.2014.2365772

URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.409.3562